Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'949 CHF | 115'949 CHF | 98.22% | 98.22% |
12.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'483 CHF | 118'483 CHF | 99.01% | 99.01% |
11.07.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'520 CHF | 114'520 CHF | 99.08% | 99.08% |
10.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'969 CHF | 106'969 CHF | 100.00% | 100.00% |
09.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'908 CHF | 100'908 CHF | 100.00% | 100.00% |
08.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'614 CHF | 106'614 CHF | 100.00% | 100.00% |
05.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'252 CHF | 110'252 CHF | 98.97% | 98.97% |
04.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'876 CHF | 109'876 CHF | 99.50% | 99.50% |
03.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'201 CHF | 106'201 CHF | 100.00% | 100.00% |
02.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'852 CHF | 100'852 CHF | 100.00% | 100.00% |